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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件 Stata专版
1770 0
2010-06-12
各位大牛,我在一个会计论文里看到他是采用这样的simulation评估三个模型的(总共7万个数据,抽取100个加上1%,进行模型估计,看差异是否显著,重复250次):

1. Draw a random subsample of 100 firm-year observations without replacement;

2. Simulate revenue manipulation by adding one percent to the gross revenue and accounts receivable of these 100 firm-years;

3. Estimate the models using all observations except the 100 subsample firm-years;

4. Use each model’s coefficient estimates to calculate estimates of abnormal accounts receivable for the 100 subsample firm-years;

5. Calculate the mean estimate of abnormal accounts receivable from each model and test whether the mean is significantly greater than zero.

不知道在Stata里如何进行编程?多谢多谢!
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